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The Trading Clinic Liquidity Data Bank
- TCLDB -

show the following positions

Date TCLDB Positions Current Position Previous Position Mon Aug 1st
08/02/11 Bonds CTi2 Long 2 @ 125.21 and CTi4 Long 1 @ 128.04 CTi2 Long 2 @ 125.21 and CTi4 Flat
08/02/11 S&P CTi2 Short 2 @ 1313 and CTi4 Short 1 @ 1332 CTi2 Short 1 @ 1323 and CTi4 Short 1 @ 1332
Cash is king . some of the buying in treasuries is about cash needing to be parked from the risk of equities
Date Fixed Income Current Position Previous Position Mon Aug 1st
08/02/11 US 2 yrs CTi2 Long 1 @ 109.28 and CTi4 Long 1 @ 109.31 CTi2 Long 1 @ 109.28
08/02/11 US 5 yrs CTi2 Long 2 @ 120.20 and CTi4 Long 4 @ 120.28 CTi2 Long 2 @ 120.20 and CTi4 Long 3 @ 120.17
08/02/11 US 10 yrs CTi2 Long 2 @ 124.14 but CTi4 Long 2 @ 124.04 CTi2 Long 2 @ 124.14 but CTi4 Long 1 @ 124.095 Note the J period Single on the low
08/02/11 Shatz - 2 yrs CTi2 Long 1 @ 108.31 but CTi4 Long 3 @ 108.32 CTi2 Long 1 @ 108.31 but CTi4 Long 2 @ 108.27
08/02/11 Bobls - 5 yrs CTi2 Long 3 @ 118.57 and CTi4 Long 3 @ 118.92 CTi2 Long 2 @ 118.22 and CTi4 Long 2 @ 118.70
08/02/11 Bunds CTi2 Long 3 @ 128.04 and CTi4 Long 3 @ 129.61 CTi2 Long 3 @ 128.04 and CTi4 Long 2 @ 129.36
08/02/11 UK Gilts CTi2 Long 4 @ 124 and CTi4 Long 3 @ 124.54 CTi2 Long 3 @ 123.40 and CTi4 Long 2 @ 123.94
Bond markets are being used to park CASH ie other assets dont do it for investors
Date Stock Indices Current Position Previous Position Mon Aug 1st
08/02/11 DOW CTi2 short 1 @ 12240 and CTi4 Flat CTi2 Flat but CTi4 Long 1 @ 12066
08/02/11 Dow Transports CTi2 Short 2 @ 5287 CTi2 Short 1 @ 5377
08/02/11 Russell 2k Short 1 @ 805.8 Flat
08/02/11 Nasdaq Flat CTi2 stopped out and re-engaged Long 1 @ 2350
07/29/11 EuroSTOXX50 CTi2 Short 2 @ 2717 CTi4 Short 2 @ 2722 CTi2 Short 1 @ 2735 CTi4 Short 1 @ 2745
08/02/11 CAC40 CTi2 Short 2 @ 3747.5 and CTi4 Short 1 @ 3710 CTi2 Short 1 @ 3785
08/02/11 DAX CTi4 Short 1 @ 7321 but CTi4 Short 1 @ 7140 CTi4 Short 1 @ 7371 but CTi4 Flat
07/29/11 UK FTSE CTi2 Flat but CTi4 Long 1 @ 5777 and possibly Long 2 CTi2 Flat but CTi4 Long 2 @ 5777 and possibly Long 3
CTi4 in FTSE are just being killed
Date Commodities Current Position Previous Position Mon Aug 1st
07/29/11 Corn Flat CTi2 Short 1 @ 676 but CTi4 Flat
08/02/11 Wheat Short 1 @ 723 but possibly Flat Flat
08/02/11 SoyBeans CTi2 Short 2 @ 1381 but CTi4 Short 2 @ 13.76 possibly Short 3 CTi2 Short 1 @ 1391 but CTi4 Short 2 @ 13.76
07/29/11 Crude Short 1 @ 98.41 Flat
07/29/11 Gold CTi2 Long 1 @ 1586 and CTi4 Flat possibly Long 1 CTi2 Long 1 @ 1586 and CTi4 Flat
Is the Bean market the new campaign short If they sell off tomorrow one must consider that to be the case
Date USD Index Current Position Previous Position Mon Aug 1st
07/29/11 DX CTi2 Short 1 @ 75.64 possibly Flat and CTi4 Flat CTi2 Short 1 @ 75.64 and CTi4 Short 1 @ 74.43
EurChf is the key and now 1.42 in euro is